find_change_points

find_change_points(ts: etna.datasets.tsdataset.TSDataset, in_column: str, change_point_model: ruptures.base.BaseEstimator, **model_predict_params) → Dict[str, List[pandas._libs.tslibs.timestamps.Timestamp]][source]

Find trend change points using ruptures models.

Parameters

  • ts (etna.datasets.tsdataset.TSDataset) – dataset to work with

  • in_column (str) – name of column to work with

  • change_point_model (ruptures.base.BaseEstimator) – ruptures model to get trend change points

  • model_predict_params – params for change_point_model predict method

Returns

dictionary with list of trend change points for each segment

Return type

Dict[str, List[pd.Timestamp]]